+113.0%
COP vs ARWR
-28.9%
+141.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -11.5% | -2.9% | -8.6% | -11.4% |
| 30D | +5.0% | -5.4% | +10.4% | +5.2% |
| 3M | +17.5% | -32.2% | +49.7% | +19.6% |
| 6M | +16.2% | -26.5% | +42.7% | +17.5% |
| YTD | +48.8% | -12.4% | +61.2% | +48.3% |
| 1Y | +64.1% | +46.9% | +17.2% | +57.2% |
| 3Y | +25.7% | +116.0% | -90.3% | +11.6% |
| All | +113.0% | -28.9% | +141.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling